+655.3%
OKTA vs JBHT
+165.5%
+489.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +4.1% |
| 7D | -3.9% | +0.2% | -4.2% | -3.9% |
| 30D | -23.5% | -2.2% | -21.3% | -22.8% |
| 3M | +19.7% | -16.5% | +36.2% | +27.6% |
| 6M | +111.6% | -8.4% | +120.1% | +117.0% |
| YTD | +105.4% | +16.1% | +89.3% | +89.5% |
| 1Y | +108.4% | +31.9% | +76.4% | +82.5% |
| 3Y | +167.8% | +34.1% | +133.7% | +125.1% |
| 5Y | -33.8% | +20.1% | -53.9% | -42.3% |
| All | +655.3% | +165.5% | +489.8% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling